Invesco BuyBack Achievers ETF (PKW) Options History
Historical options analytics archive for PKW with monthly max pain, implied volatility, gamma exposure, and put/call data.
157 months of complete options data available.
PKW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PKW. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 17 | 17.5% | 1.4% | - | $10.9K | -$198.1K | 0.00 |
| 2026-05 | 15 | 89.6% | 17.1% | - | $13.1K | -$145.5K | 0.00 |
| 2026-04 | 19 | 41.7% | 21.5% | $130.00 | $30.9K | -$364.2K | 0.00 |
| 2026-03 | 20 | 24.2% | 20.1% | $130.00 | $15.4K | -$114.3K | - |
| 2026-02 | 19 | 19.9% | 13.6% | $136.00 | $21.9K | -$306.0K | 0.25 |
| 2026-01 | 20 | 18.2% | 11.2% | $116.00 | $24.0K | -$307.2K | 0.00 |
This archive aggregates PKW's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how PKW option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 17.5%, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
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2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
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2017
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2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
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2014
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2013
Jul | Aug | Sep | Oct | Nov | Dec
2007
Frequently asked PKW history questions
- How much options history is available for PKW?
- This archive holds 157 months of PKW options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of PKW's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the PKW archive.
- What data does each monthly PKW aggregate contain?
- Every monthly row summarizes that month of PKW option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 17.5%, an average IV rank of 1.4%, an average put/call ratio of 0.00.
- How is the PKW options-history archive built and how often does it update?
- The archive is derived from PKW's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how PKW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.